The Pontryagin Maximum Principle and Transversality Conditions for a Class of Optimal Control Problems with Infinite Time Horizons

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/5193 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/5193 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/5193 archive 351 disk0/00/00/78/41 2016-01-15 02:18:59 2021-08-27 17:19:23 2016-01-15 02:18:59 monograph show 3 Aseev S.M. 6509 Kryazhimskiy A.V. 1514 The Pontryagin Maximum Principle and Transversality Conditions for a Class of Optimal Control Problems with Infinite Time Horizons pub iis_met prog_dyn This paper suggests some further developments in the theory of first-order necessary optimality conditions for problems of optimal control with infinite time horizons. We describe an approximation technique involving auxiliary finite-horizon optimal control problems and use it to prove new versions of the Pontryagin maximum principle. Special attention is paid to the behavior of the adjoint variables and the Hamiltonian. Typical cases, in which standard transversality conditions hold at infinity, are described. Several significant earlier results are generalized. 2005 published RP-05-003. Reprinted from SIAM Journal on Control and Optimization, 43(3):1094-1119 [2004]. RP-05-003 10 19 1393 public research_reprint SIAM Journal on Control and Optimization 43 3 IIASA, Laxenburg, Austria 1094-1119 18 TRUE FALSE info:eu-repo/semantics/book